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Program listing for file numerics/src/tools/NMS.h

Program listing for file numerics/src/tools/NMS.h#

  1#ifndef NMS_H
  2#define NMS_H
  3
  4
  5
  6#include "SiconosConfig.h"
  7#include "Newton_methods.h"
  8#include "NumericsFwd.h"
  9#include "line_search.h"
 10
 11
 12#include "siconos_debug.h"
 13
 14
 15
 16typedef struct
 17{
 18  int* final_basis;
 19  int* basis_change;
 20  int circular_indx;
 21} path_record;
 22
 23
 24
 25typedef struct
 26{
 27  unsigned size;
 28  int watchdog_search_type;
 29  int projected_gradient_search_type;
 30  double delta;
 31  double delta_var;
 32  double sigma;
 33  double alpha_min_watchdog;
 34  double alpha_min_pgrad;
 35  int n;
 36  int n_max;
 37  double ref_merit;
 38  double merit_incr;
 39  void* ref_merit_data;
 40  double* checkpoint;
 41  double delta_checkpoint;
 42  double* bestpoint;
 43  double merit_bestpoint;
 44  double delta_bestpoint;
 45  double* workspace;
 46  NumericsMatrix* H;
 47  void* set;
 48  path_record* path_data;
 49  search_data* ls_data;
 50} NMS_data;
 51
 52#if defined(__cplusplus) && !defined(BUILD_AS_CPP)
 53extern "C"
 54{
 55#endif
 56
 57
 58  int NMS(NMS_data* data_NMS, void* data, functions_LSA* functions, double* z, double* z_N, int force_watchdog_step, int force_d_step_merit_check, double check_ratio);
 59
 60
 61  NMS_data* create_NMS_data(unsigned size, int matrix_type, int* iparam, double* dparam);
 62
 63
 64  void free_NMS_data(NMS_data* data);
 65
 66
 67  static inline double* NMS_get_F(double* workspace, int n)
 68  {
 69    return &workspace[0];
 70  }
 71
 72
 73  static inline double* NMS_get_F_merit(double* workspace, int n)
 74  {
 75    return &workspace[n];
 76  }
 77
 78
 79  static inline double* NMS_get_JacTheta_F_merit(double* workspace, int n)
 80  {
 81    return &workspace[2*n];
 82  }
 83
 84
 85  static inline double* NMS_get_dir(double* workspace, int n)
 86  {
 87    return &workspace[3*n];
 88  }
 89
 90
 91  static inline double* NMS_get_generic_workV(double* workspace, int n)
 92  {
 93    return &workspace[4*n];
 94  }
 95
 96
 97  static inline double* NMS_checkpoint_0(NMS_data* data_NMS, unsigned n)
 98  {
 99    return &data_NMS->checkpoint[n];
100  }
101
102
103  static inline double* NMS_checkpoint_T(NMS_data* data_NMS, unsigned n)
104  {
105    return data_NMS->checkpoint;
106  }
107
108
109  static inline double* NMS_bestpoint(NMS_data* data_NMS, unsigned n)
110  {
111    return data_NMS->bestpoint;
112  }
113
114
115  static inline int check_nmd_criterion(double theta_iter, double ref_merit, double sigma, double dotprod)
116  {
117    if (dotprod < 0.0)
118    {
119
120      if (theta_iter <= ref_merit - sigma*dotprod)
121      {
122        DEBUG_PRINTF("NMS nmd accepted theta_iter = %2.2e < tol = %2.2e\n", theta_iter, ref_merit - sigma*dotprod);
123        return 0;
124      }
125
126        DEBUG_PRINTF("NMS nmd rejected theta_iter = %2.2e; tol = %2.2e; diff = %2.2e\n", theta_iter, ref_merit - sigma*dotprod, theta_iter - (ref_merit - sigma*dotprod));
127    }
128    else
129    {
130      if (theta_iter <= (1.0 - sigma)*ref_merit)
131      {
132        DEBUG_PRINTF("NMS nmd accepted theta_iter = %2.2e < tol = %2.2e\n", theta_iter, (1.0 - sigma)*ref_merit);
133        return 0;
134      }
135
136        DEBUG_PRINTF("NMS nmd rejected theta_iter = %2.2e; tol = %2.2e; diff = %2.2e\n", theta_iter, (1.0 - sigma)*ref_merit, theta_iter - (1.0 - sigma)*ref_merit);
137    }
138    return 1;
139  }
140
141#if defined(__cplusplus) && !defined(BUILD_AS_CPP)
142}
143#endif
144
145#endif